+1,520.2%
QLD vs BB
+31.7%
+1,488.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.7% |
| 7D | -1.2% | +7.3% | -8.5% | -3.2% |
| 30D | -15.7% | +11.2% | -27.0% | -18.5% |
| 3M | -10.0% | +4.7% | -14.7% | -12.1% |
| 6M | -11.2% | +51.1% | -62.3% | -24.6% |
| YTD | +16.4% | +148.0% | -131.7% | -16.6% |
| 1Y | +12.7% | +106.1% | -93.5% | -14.8% |
| 3Y | +152.3% | +158.2% | -6.0% | +64.8% |
| 5Y | +91.8% | -10.8% | +102.6% | +67.3% |
| 10Y | +1,520.2% | +29.3% | +1,490.9% | +801.0% |
| All | +1,520.2% | +31.7% | +1,488.6% | +801.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling